LCR and NSFR simulation
A core component of a holistic liquidity risk management approachRegulatory requirements and internal needs emphasize the importance of a comprehensive LCR and NSFR simulation solution that is incorporated in the institution’s bank management framework.
The LCR- and NSFR simulation solution enables institutions to not only fulfill regulatory requirements in the context of LCR and NSFR reporting but also allows them to understand impacts of changes in the business structure and provides reasoning for strategic decision making.
On zeb´s BankingHub you can find the full article including a description of the zeb.reference model for the introduction of a comprehensive LCR- and NSFR simulation solution.